SpecialFieldEventArgsBuilder.TrfDaysToMaturity Property

This is a weighting factor determined for each expiry calculated daily using the following formula: TRF Days to Maturity(t) = [expiry date + 2 Settlement days] - [ t + 2 Settlement days]

Namespace: OnixS.NET.ICE.iMpact.Testing
Assembly: OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0

Syntax

Copy

public ValueType TrfDaysToMaturity { get; set; }

Property Value

Type: ValueType

Reference

SpecialFieldEventArgsBuilder Class

OnixS.NET.ICE.iMpact.Testing Namespace